ALL IS WELL in 20260717 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.19987820007163593 gross = 3.7798238486068247 netReturn = 0.28857662980513826 variance = 0.005543847245647058 gamma_variance = 0.08315770868470586 linearCost = 0.00011544379714638171 avgLinearCost = 0.00010687430882907724 impactBuy = 1.0719464319392927e-05 impactSell = 1.614235012149429e-05 tcost = 0.00014230561158726893 avgTcost = 0.00013373612326996446 btau_tcost = 0.00014230561158726893 atau_avgTcost = 0.0038783475748289695 penalty = 0.0015200678623802752 assets = 7176 NAV = 10499015.467205983 ================================================== [post_opt_validation] 2026-07-17 gross=3.7780 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-17 strategyLongShortType=BOTH net=0.2171 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-17 turnover=0.1295 turnover_percent=3.43% limit=20.00% [post_opt_validation] 2026-07-17 max|w|=0.0276 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-17.